GitHub user debasish83 opened a pull request:
https://github.com/apache/spark/pull/5005
[ML] SPARK-2426: Breeze QuadraticMinimizer and NNLS integrated to ml ALS
This PR has the following changes:
1. NNLS migrated to breeze.optimize.linear
2. Breeze QuadraticMinimizer used as default Solver
3. Right now supported constraints are smooth and nonnegative
4. Needs the next Breeze snapshot for the build
@mengxr @coderxiang @dlwh I opened it up for early reviews....If you guys
are good with basic change we can merge it and next PR I will bring in the
other constraints in ALS.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/debasish83/spark brznnls
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/5005.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #5005
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commit f5d8f60a7be82147308b9497601d5f1f208cc3c8
Author: Debasish Das <[email protected]>
Date: 2015-03-13T00:24:22Z
Migrated NNLS to Breeze; Migrated CholeskySolver to QuadraticSolver which
is based upon breeze.optimize.proximal.QuadraticMinimizer; Made sure the tests
are clean; It is dependent on next snapshot of Breeze
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